Travertine pavers should be dry laid. There is nothing that goes in between them as they should be laid against each other without much spacing. However, after they are laid, you should sweep the joints with polymeric sand.
Here are the installation specs from the Andes Collection.
www.coimagen.com.pe/andes/t3.pdf
You are better off with the polymeric sand because it hardens and will not wash away. The material will be permanent without any future gaps between the travertine pavers appearing. It is the main method that is being used now.
It doesn't matter if some holes in the stones are filled in. Actually, it is a nicer look without the holes. Holes can fill with rain water. It is also a rougher look and typically the travertine edges are not smooth.
There are different quality travertine pavers. The nicest ones are smooth, have few holes, and are absolutely beautiful. Here is a picture of a project I did, and polymeric sand was used. The travertine had minimal holes to begin with.
http://www.landscape-design-advice.com/swimming-pool-designs.html (top picture)
Pavers are from the Andes Collection, and the color is Manchester.
I specify the travertine pavers from the Andes Collection on my projects. These pavers are the loveliest I have seen and they are from Peru. I have received samples from many companies, and these are the best quality.
You do not have to buy from the pool company. You can order them yourself or else tell the pool company to get them from Andes. Of course it will be less expensive if you do it yourself, and I know pavers around a pool can be costly.
Feel free to call Andes Collection for more info. They are great to deal with and very nice people. If you need the number, let me know.